-3.8%
CVNA vs URA
+11.7%
-15.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.0% | -0.3% | -3.0% |
| 7D | -4.3% | -1.5% | -2.8% | -3.8% |
| 30D | -2.4% | -0.4% | -2.0% | -2.4% |
| 3M | +4.5% | +6.3% | -1.8% | +2.5% |
| 6M | +10.2% | -14.0% | +24.2% | +13.8% |
| YTD | -16.7% | +5.3% | -22.0% | -21.3% |
| 1Y | -3.8% | +11.7% | -15.4% | -11.8% |
| All | -3.8% | +11.7% | -15.5% | -11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded URA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling